三参数Weibull分布的参数估计
ESTIMATING THE PARAMETERS FOR THE THREE-PARAMETER WEIBULL DISTRIBUTION
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摘要: Weibull分布对不同形状的频率分布有很强的适应性,且三参数模式较之二参数模式有显著改善1。作者最近的工作表明,某些气候要素极值,例如气温极值和风速极值等的渐近分布能以很高的拟合精度遵循三参数Weibull分布2。使用三多数Weibull模式的困难,是如何对参数给出优良估计1,3,4。Essenwanger曾用矩法提出一个计算三参数估计值的方法3。但这种方法需反求Г函数,或者使用专门的查算表,而且不能给出最有效的估计1。本文借助最大似然法,提出了确定三参数的一种新方法。它不仅可给出有效性高的参数估计,而且具有简便、收敛域大、收敛速度快和能在电子计算机上进行数值求解等优点。Abstract: In this paper, the method of estimating parameters for three-parameter Weibull distribution by the maximum likelihood method is provided. By postulating a value of the location reference λ3, we substitude the maximumlikelihood duality equations contained only two parameters except for λ3 in three-parameter Weibull model instead of maximum likelihood equations for three-parameter, the convergence field of Newton iterative procedure can be expanded, its convergence velocity can be quickened and the efficiency of parameter estimators is higher than the parameter estimators by the method of moment.